Tao Pang

发表

Portfolio Optimization Models on Infinite-Time Horizon

Tao Pang, 2004 .

Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory

M. Chang, Tao Pang, M. Pemy, 2012 .

Optimal control of stochastic functional differential equations with a bounded memory

M. Chang, Tao Pang, M. Pemy, 2008 .

Finite Dierence Approximation for Stochastic Optimal Stopping Problems with Delays

M. Chang, Tao Pang, M. Pemy, 2008 .

Finite Difference Approximations for Stochastic Control Systems with Delay

Mou-Hsiung Chang, Moustapha Pemy, Tao Pang, 2008 .

A Mutual Subsidy Mechanism for a Seasonal Product Supply Chain Channel under Double Price Regulation

Tao Pang, Hongjun Peng, Fuliang Cao, 2018 .

Electromagnetically induced transparency

Tao Pang, 2001 .

A Numerical Study on a Rebalancing Portfolio Model with Nonlinear Transaction Costs

Tao Pang, Sungsoo Na, 2009 .

A Closed-Form Solution of the Black-Litterman Model with Conditional Value at Risk

Tao Pang, Cagatay Karan, 2017 .

Optimal strategies for capital constrained low-carbon supply chains under yield uncertainty

Tao Pang, Hongjun Peng, Jing Cong, 2020 .

Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters

Jiawen Xu, Tao Pang, Deqing Luo, 2021 .

Stochastic Optimal Control Problems with a Bounded Memory

M. Chang, Tao Pang, M. Pemy, 2006 .

An infinite time horizon portfolio optimization model with delays

Tao Pang, Azmat Hussain, 2016 .

A Simple and Robust Approach for Expected Shortfall Estimation

Tao Pang, Yang Zhao, Zhibin Pan, 2018, The Journal of Computational Finance.

An Introduction to Computational Physics

Tao Pang, Tao Pang, 1997 .

A stochastic control model of investment, production and consumption

Wendell H. Fleming, Tao Pang, W. Fleming, 2004 .

An approximation scheme for Black-Scholes equations with delays

Tao Pang, Mou-Hsiung Chang, Moustapha Pemy, 2010, J. Syst. Sci. Complex..

Viscosity Solutions of Infinite Dimensional Black-Scholes Equation and Numerical Approximations

M. Chang, Tao Pang, M. Pemy, 2006 .

An Efficient Grid Lattice Algorithm for Pricing American-Style Options

Tao Pang, Zhongkai Liu, Tao Pang, 2015 .

A Sustainable Quantitative Stock Selection Strategy Based on Dynamic Factor Adjustment

Yi Fu, Shuai Cao, Tao Pang, 2020 .

CVA Wrong Way Risk Multiplier Decomposition and Efficient CVA Curve

Tao Pang, Wei Chen, Le Li, 2015 .

STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY

Tao Pang, Tao Pang, 2006 .

An Application of Stochastic Control Theory to Financial Economics

Tao Pang, Wendell H. Fleming, W. Fleming, 2004, SIAM J. Control. Optim..

A Closed-Form Solution of the Black-Litterman Model with Conditional Value at Risk

Tao Pang, Cagatay Karan, Tao Pang, 2017, Oper. Res. Lett..

Using Clustering Analysis and Association Rule Technology in Cross-Marketing

Tao Pang, Yang Cheng, Ming Cheng, 2021, Complex..

A stochastic portfolio optimization model with complete memory

Tao Pang, Tao Pang, Azmat Hussain, 2017 .

Optimal strategies of contract-farming supply chain under the cooperative mode of bank-insurance: loan guarantee insurance versus yield insurance

Tao Pang, Hongjun Peng, Ligang Shi, 2021, Int. Trans. Oper. Res..

Optimal strategies for a capital constrained contract-farming supply chain with yield insurance

Tao Pang, Ligang Shi, Hongjun Peng, 2021, RAIRO Oper. Res..

Optimal strategies for a three-level contract-farming supply chain with subsidy

Tao Pang, Hongjun Peng, Tao Pang, 2019, International Journal of Production Economics.

Financing Strategies for a Capital-Constrained Supplier under Yield Uncertainty

Tao Pang, Hongjun Peng, 2018, Journal of Industrial & Management Optimization.

Coordination contracts for a supply chain with yield uncertainty and low-carbon preference

Tao Pang, Hongjun Peng, Tao Pang, 2018, Journal of Cleaner Production.

Production and green technology investment strategy for contract-farming supply chain under yield insurance

Tao Pang, Hongjun Peng, Ligang Shi, 2022, J. Oper. Res. Soc..

Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets

Tao Pang, Wujun Lv, Jingzhou Yan, 2023, Financial Innovation.

An Application of Functional Ito's Formula to Stochastic Portfolio Optimization with Bounded Memory

Tao Pang, Azmat Hussain, Tao Pang, 2015, SIAM Conf. on Control and its Applications.

A Mutual Subsidy Mechanism for a Seasonal Product Supply Chain Channel under Double Price Regulation

Tao Pang, Juan Zhao, Fuliang Cao, 2018, Asia Pac. J. Oper. Res..

Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients

Tao Pang, Mou-Hsiung Chang, Jiongmin Yong, 2009, SIAM J. Control. Optim..

Approximations for Stochastic Control Systems with Delay

M. Chang, Tao Pang, M. Pemy, 2006 .

Numerical Methods for Stochastic Optimal Stopping Problems with Delays

M. Chang, Tao Pang, M. Pemy, 2006 .

Optimal Stopping For Stochastic Functional Dierential Equations

M. Chang, Tao Pang, M. Pemy, 2005 .

An Introduction to Computational Physics

Tao Pang, 1997 .